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Notes on the Frank-Wolfe Algorithm, Part I

Category: optimization
#optimization #Frank-Wolfe

This blog post is the first in a series discussing different theoretical and practical aspects of the Frank-Wolfe algorithm.

Optimization inequalities cheatsheet

Category: optimization
#optimization #cheatsheet

Most proofs in optimization consist in using inequalities for a particular function class in …

Hyperparameter optimization with approximate gradient

Category: optimization
#machine learning #hyperparameters #HOAG

TL;DR: I describe a method for hyperparameter optimization by gradient descent.

Most machine …

line-by-line memory usage of a Python program

Category: misc
#python #memory_profiler

My newest project is a Python library for monitoring memory consumption of arbitrary process, and one of its most useful features is the line-by-line analysis of memory usage for Python code. I wrote a basic prototype six months ago after being surprised by the lack of related tools. I wanted …

Low rank approximation

Category: misc
#machine learning #python

A little experiment to see what low rank approximation looks like. These are the best rank-k approximations (in the Frobenius norm) to the a natural image for increasing values of k and an original image of rank 512.

Python code can be found here. GIF animation made using ImageMagic's convert …

qr_multiply function in scipy.linalg

Category: misc
#python #scipy

In scipy's development version there's a new function closely related to the QR-decomposition of a matrix and to the least-squares solution of a linear system. What this function does is to compute the QR-decomposition of a matrix and then multiply the resulting orthogonal factor by another arbitrary matrix. In pseudocode …

scikit-learn 0.9

Category: General, scikit-learn

Last week we released a new version of scikit-learn. The Changelog is particularly impressive, yet personally this release is important for other reasons. This will probably be my last release as a paid engineer. I'm starting a PhD next month, and although I plan to continue contributing to the project …

Reworked example gallery for scikit-learn

Category: scikit-learn

I've been working lately in improving the scikit-learn example gallery to show also a small thumbnail of the plotted result. Here is what the gallery looks like now:

And the real thing should be already displayed in the development-documentation. The next thing is to add a static image to those …

scikit-learn’s EuroScipy 2011 coding sprint -- day two

Category: General, Python, scikit-learn

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Today's coding sprint was a bit more crowded, with some notable scipy hackers such as Ralph Gommers, Stefan van der Walt, David Cournapeau or Fernando Perez from Ipython joining in. On what got done: - We merged Jake's new BallTree code. This is a pure Cython implementation of a nearest-neighbor …

scikit-learn EuroScipy 2011 coding sprint -- day one

Category: misc
#scikit-learn #python

As a warm-up for the upcoming EuroScipy-conference, some of the scikit-learn developers decided to gather and work together for a couple of days. Today was the first day and there was only a handfull of us, as the real kickoff is expected tomorrow. Some interesting coding happened, although most of …